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Stochastic Analysis, Filtering, and Stochastic Optimization
- A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Engelsk
Bogcover for Stochastic Analysis, Filtering, and Stochastic Optimization af , 9783030985219
Specifikationer
Sprog:
Engelsk
Sider:
466
ISBN-13:
9783030985219
Indbinding:
Paperback
ISBN-10:
3030985210
Kategori:
Udg. Dato:
23 apr 2023
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
23 apr 2023

Stochastic Analysis, Filtering, and Stochastic Optimization

- A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Engelsk
Format:

Bog beskrivelse

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control. 

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Specifikationer
Sprog:
Engelsk
Sider:
466
ISBN-13:
9783030985219
Indbinding:
Paperback
ISBN-10:
3030985210
Kategori:
Udg. Dato:
23 apr 2023
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
23 apr 2023
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